Weak convergence of residual median process for dependent or randomly censored samples
Authors:
C.K. Mustafi
Affiliation:
Indian Institute of Management Calcutta , India
Abstract:
This article studies the weak convergence of the residual median process (i) when the observations follow a strictly stationary ø-mixing process and (ii) when hte observations are randomly censored. In both these cased the residual median prodeas converges weakly to a gaussian process.